DENVER – It was hard enough for Demaryius Thomas, a 30-year-old nine-year NFL veteran, to make sense of what had transpired over the past five days. How on Tuesday he woke up in his bed in the Denver suburbs as the Broncos’ longest-tenured player, and how Sunday afternoon, he lined up as a starting wide receiver for the Broncos’ opponent, inside a stadium adorned by a two-story tall banner of him in an orange No. 88 jersey.

If it all seemed surreal to Thomas, of course it wouldn’t make sense to 7-year-old Marshall Manning. Earlier Sunday afternoon, in a VIP event with season ticket holders, Peyton Manning said his son had taken the news that Thomas had been traded to the Houston Texans very hard. There had been plenty of tears.

Marshall and his twin sister Mosley weren’t even one year old when their father was cut by the Indianapolis Colts; they don’t remember the business decisions that come for veteran players. But if sudden and stunning change could...